Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48394.72 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46195.16 Kr¶

PnL: ---------------------------------------> -2027.09 Kr¶

DD now: ---------------------------------> -7.063 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:18:43.604288'

Anic Portfolio¶

Today¶

Return: -0.158 %¶

This Week¶

Return: -0.158 %¶

Total¶

Return: 58.432 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.630000 833.850000 135.850000 19.460000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -1.260000 716.680000 30.680000 4.470000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Vitec Software Group B 1 -0.890000 499.000000 14.000000 2.890000 485.000000
Tietoevry 2 -2.420000 645.600000 7.600000 1.190000 638.000000
G5 Entertainment 3 -0.260000 573.300000 1.300000 0.230000 572.000001
SKF A 3 -3.770000 590.400000 -2.600000 -0.440000 593.000001
Embracer Group B 14 -3.620000 684.670000 -4.330000 -0.630000 689.000004
SKF B 3 -4.050000 589.800000 -6.200000 -1.040000 596.000001
Mycronic 3 -3.320000 645.600000 -6.400000 -0.980000 651.999999
ASSA ABLOY B 2 -1.140000 504.800000 -9.200000 -1.790000 514.000000
Addnode Group B 6 -2.140000 698.700000 -10.300000 -1.450000 709.000002
Avanza Bank Holding 2 -2.660000 498.600000 -12.400000 -2.430000 511.000000
Husqvarna A 7 -3.320000 611.800000 -21.200000 -3.350000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.230000 612.780000 -27.220000 -4.250000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Loomis 6 -2.670000 2012.400000 -30.600000 -1.500000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Collector Bank 29 -5.680000 1199.150000 -34.850000 -2.820000 1233.999996
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -3.090000 578.700000 -39.300000 -6.360000 618.000000
Rejlers B 6 -3.150000 921.600000 -40.400000 -4.200000 961.999998
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -1.320000 477.200000 -51.800000 -9.790000 529.000000
Dustin Group 18 -4.500000 611.640000 -58.360000 -8.710000 669.999996
Nordea Bank Abp 30 -4.090000 3697.800000 -65.200000 -1.730000 3762.999990
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -5.030000 952.400000 -84.600000 -8.160000 1037.000000
RVRC Holding 17 -2.690000 552.840000 -130.160000 -19.060000 683.000007
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
Fastighetsbolaget Emilshus B 23 1.110000 546.250000 -148.750000 -21.400000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.320000 3542.400000 -595.600000 -14.390000 4138.000000
TOTAL 46195.160000 -2027.090000 -7.06284% 48222.250041

Updated:¶

'2023-03-13 16:18:57.299013'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶